+35,385.9%
PAYX vs PPG
+2,583.7%
+32,802.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.9% | -6.2% | +1.4% | -2.3% |
| 30D | -3.8% | -7.9% | +4.1% | -0.5% |
| 3M | +17.9% | -10.2% | +28.1% | +22.5% |
| 6M | +26.1% | +2.7% | +23.4% | +22.5% |
| YTD | +6.7% | +4.9% | +1.9% | +2.1% |
| 1Y | -10.7% | -3.2% | -7.6% | -11.8% |
| 3Y | +7.0% | -17.0% | +24.0% | +10.7% |
| 5Y | +22.6% | -23.3% | +45.9% | +28.6% |
| 10Y | +166.5% | +26.4% | +140.1% | +120.2% |
| All | +35,385.9% | +2,583.7% | +32,802.2% | +9,872.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling